Abstract
We consider a test of the simple hypothesis β=β0 based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usualF-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.
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Stahlecker, P., Schmidt, K. Biased estimation and hypothesis testing in linear regression. Acta Appl Math 43, 145–151 (1996). https://doi.org/10.1007/BF00046995
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DOI: https://doi.org/10.1007/BF00046995